Do check out the Wiki. A great article about sanding blades is in there. Most people will recommend that you sand in two directions. From heel to toe, and with the next grit from spine to edge. Careful around the edge.

This will allow you to visibly see the scratches, and you will be able to tell much easier when they are being removed.

+1 on Delirium's info. Remove all scratches from a lower grit, before moving to the next grit in your progression.

Good luck!